arXiv 21 Jun 2023 · Econometrics
arXiv:2306.12003 · PDF · DOI · OpenAlex · Extracted main text
In many scenarios, such as the evaluation of place-based policies, potential outcomes are not only dependent upon the unit's own treatment but also its neighbors' treatment. Despite this, "difference-in-differences" (DID) type estimators typically ignore such interference among neighbors. I show in this paper that the canonical DID estimators generally fail to identify interesting causal effects in the presence of neighborhood interference. To incorporate interference structure into DID estimation, I propose doubly robust estimators for the direct average treatment effect on the treated as well as the average spillover effects under a modified parallel trends assumption. I later relax common restrictions in the literature, such as immediate neighborhood interference and correctly specified spillover functions. Moreover, robust inference is discussed based on the asymptotic distribution of the proposed estimators.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Leung (2022) `Causal inference under approximate neighborhood interference', Econometrica 90(1), 267–293 | 0.894 | 7 | 5 | 71% |
| 2 | Lu, Wang \ Zhu (2019) `Place-based policies, creation, and agglomeration economies: Evidence from china’s economic zone program', American Economic Jo… | 0.874 | 8 | 2 | 100% |
| 3 | Abadie (2005) `Semiparametric difference-in-differences estimators', Review of Economic Studies 72(1), 1–19 | 0.874 | 5 | 2 | 100% |
| 4 | Aronow \ Samii (2017) `Estimating average causal effects under general interference, with application to a social network experiment', Annals of Appli… | 0.843 | 4 | 3 | 75% |
| 5 | Abadie, Imbens \ Zheng (2014) `Inference for misspecified models with fixed regressors', Journal of the American Statistical Association 109(508), 1601–1614 | 0.843 | 3 | 3 | 100% |
| 6 | Sävje (2024) `Causal inference with misspecified exposure mappings: separating definitions and assumptions', Biometrika 111(1), 1–15 | 0.811 | 4 | 2 | 100% |
| 7 | Manski (2013) `Identification of treatment response with social interactions', The Econometrics Journal 16(1), S1–S23 | 0.794 | 6 | 4 | 50% |
| 8 | Basse \ Airoldi (2018) `Limitations of design-based causal inference and a/b testing under arbitrary and network interference', Sociological Methodolog… | 0.737 | 3 | 3 | 67% |
| 9 | Sant’Anna \ Zhao (2020) `Doubly robust difference-in-differences estimators', Journal of Econometrics 219(1), 101–122 | 0.737 | 3 | 2 | 100% |
| 10 | Kojevnikov, Marmer \ Song (2021) `Limit theorems for network dependent random variables', Journal of Econometrics 222(2), 882–908 | 0.693 | 8 | 2 | 50% |
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